void execute_gotAccounts(string msg)
{
debug("accounts: " + msg);
if (RequestPositionsOnAccounts)
{
RequestPositions(msg);
}
_abuff.Write(msg);
}
/// <summary>
/// pass new ticks through here to be processed asyncrhomously
/// </summary>
/// <param name="k"></param>
public void newTick(Tick k)
{
if (k == null)
{
_nwt++;
if (GotBadTick != null)
{
GotBadTick();
}
return;
}
_tickcache.Write(k);
if ((_readtickthread != null) && (_readtickthread.ThreadState == ThreadState.Unstarted))
{
_readtick = true;
_readtickthread.Start();
}
else if ((_readtickthread != null) && (_readtickthread.ThreadState == ThreadState.WaitSleepJoin))
{
_tickswaiting.Set(); // signal ReadIt thread to read now
}
}
/// <summary>
/// write an imbalance to buffer for later processing
/// </summary>
/// <param name="imb"></param>
public void newImbalance(Imbalance imb)
{
if (imb == null)
{
_niw++;
if (GotBadImbalance != null)
{
GotBadImbalance();
}
return;
}
_imbcache.Write(imb);
if ((_readimbthread != null) && (_readimbthread.ThreadState == ThreadState.Unstarted))
{
_readimb = true;
_readimbthread.Start();
}
else if ((_readimbthread != null) && (_readimbthread.ThreadState == ThreadState.WaitSleepJoin))
{
// signal ReadIt thread to read now
_imbswaiting.Set();
}
}
void quote_gotTick(Tick t)
{
_kbuf.Write(t);
_reader.Interrupt();
}
void execute_gotFill(Trade t)
{
_fbuff.Write(t);
_reader.Interrupt();
}
void execute_gotOrder(Order o)
{
_obuff.Write(o);
_reader.Interrupt();
}
void execute_gotOrderCancel(long number)
{
_cbuff.Write(number);
_reader.Interrupt();
}
void execute_gotPosition(Position pos)
{
_pbuff.Write(pos);
}
void execute_gotUnknownMessage(MessageTypes type, long source, long dest, long msgid, string request, ref string response)
{
_mbuff.Write(new GenericMessage(type, source, dest, msgid, request, response));
}
